We consider the problem of modeling the investments in an imperfect capital market in which the interest on loans significantly exceeds the interest on deposits. To determine the cash flow deflator, we propose to use ...
详细信息
We consider the problem of modeling the investments in an imperfect capital market in which the interest on loans significantly exceeds the interest on deposits. To determine the cash flow deflator, we propose to use the Cantor-Lippman model in which the investment environment is described by a pool of stationary and replicable projects. The pool of investment projects defines the investment function, which is built as the pointwise maximum of Laplace transforms of the cash flows of investment projects. The Cantor-Lippman model of investment in an imperfect capital market allows us to build a Bellman function, which can be used to assess the financial state of the investor. We study the properties of the Bellman operator in the problem of an optimal investment strategy. It is shown that the minimum positive root of the investment function should be used as a cash flow deflator. We also study a dynamic control system describing the investment process. Modes of balanced growth are built. The Neumann growth rate and the Neumann equilibrium states are determined. A weak turnpike theorem is proved.
This article presents a new two-layer neural network model for predicting the optimum solution to linear programming problems. An energy function that transforms linear programming problem into a non-linear function i...
详细信息
This article presents a new two-layer neural network model for predicting the optimum solution to linear programming problems. An energy function that transforms linear programming problem into a non-linear function is developed from the objective and constraints. The learning rule, based on gradient descent algorithm, is employed to get the appropriate weight structure of the neural network. The network is tested with different examples including a transportation problem. The results are compared along with the available solutions.
Microgrids (MGs) utilising both renewables and energy storage to optimise onsite energy consumption rather than importing power form the utility grid, require a tertiary-level energy management system (EMS). The EMS m...
详细信息
Microgrids (MGs) utilising both renewables and energy storage to optimise onsite energy consumption rather than importing power form the utility grid, require a tertiary-level energy management system (EMS). The EMS must monitor and control the energy exchange within the nodes of MG to maximise any solar energy generation and benefit from installed storage. This paper considers a single-family house as the MG that has DC distribution circuit model. The look-ahead EMS is formulated as a linear programming problem, which has been tested in both offline simulation and hardware-in-the-loop (HIL) simulation environment. The simulation results indicate that the proposed look-ahead EMS can effectively reduce the DC MG operation cost without any operational constraint violation. In addition, the proposed look ahead energy optimisation approach has the potential to be used in a large-scale system such as a community MG with multiple buildings.
A new method to solve the convex hull problem in n-dimensional spaces is proposed in this paper. At each step, a new point is added into the convex hull if the point is judged to be out of the current convex hull by a...
详细信息
A new method to solve the convex hull problem in n-dimensional spaces is proposed in this paper. At each step, a new point is added into the convex hull if the point is judged to be out of the current convex hull by a linearprogramming model. For the linear separable classification problem, if an instance is regarded as a point of the instances space, the overlap does not still occur between the convex hulls of different classes after a feature is deleted, then we can delete that feature. Repeat this process, an algorithm for feature selection is given. Experimental results show the effectiveness of the algorithm.
This paper exploits the control algorithm design of fuel-optimal satellite formation keeping strategy using linearprogramming *** the study,a fuel-optimal control problem is converted into a linearprogramming proble...
详细信息
ISBN:
(纸本)9781479946983
This paper exploits the control algorithm design of fuel-optimal satellite formation keeping strategy using linearprogramming *** the study,a fuel-optimal control problem is converted into a linear programming problem by means of an approximate discretization ***,model predictive control approach is adopted to realize the fuel-optimal *** last,the designed control algorithm is applied to a satellite which maneuvers from an initial orbit to a passive and periodic relative orbit with minimal fuel *** results demonstrate the efficiency and rapidity of the proposed algorithm.
The Louvain method is one of the typical network clusterings. It is well-known that the Louvain method obtains better cluster partition in a short time. However, there are several network data which are not obtained b...
详细信息
ISBN:
(纸本)9781538626344;9781538626337
The Louvain method is one of the typical network clusterings. It is well-known that the Louvain method obtains better cluster partition in a short time. However, there are several network data which are not obtained better cluster partition by the Louvain method. One of the reasons for the above is that the Louvain method focuses on an only edge connection. We proposed the method which focuses on node size. The proposed method optimizes the objective function of k-medoids by solving the linear programming problem under the constraints on node size. We verified the usefulness of the proposed method in the viewpoint of calculation time and accuracy with an artificial and benchmark unweighted network datasets. The numerical examples show that the proposed method is faster and obtains better cluster partition than the Louvain method. The Euclidean distance in adjacency matrix does not obtain better cluster partition for the datasets, which consist of terminal nodes or high degree nodes.
暂无评论